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~person:"Azad, A.S.M. Sohel"
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Azad, A.S.M. Sohel
Erlenmaier, Ulrich
6
Gersbach, Hans
6
Schüder, Stefan
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Rashid, Abdul
5
Agyapong, Elvis Kwame
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Azad, A. S. M. Sohel
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Barbie, Martin
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Hagedorn, Marcus
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Linking the interest rate swap markets to the
macroeconomic
risk
: The UK and us evidence
Azad, A.S.M. Sohel
;
Fang, Victor
;
Hung, Chi-Hsiou
- In:
International Review of Financial Analysis
22
(
2012
)
C
,
pp. 38-47
In this paper we aim to link the volatility of interest rate swap (hereafter, IRS) markets to the
macroeconomic
risk
…
Persistent link: https://www.econbiz.de/10010574541
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